On the monotonicity of the power functions of tests based on traces of multivariate beta matrices
AbstractIt is shown that for the MANOVA problem the power function of the test based on the trace of a multivariate beta matrix is monotonically increasing in each noncentrality parameter provided that the cutoff point is not too large. This result is also true for the problem of testing independence of two sets of variates.
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Multivariate Analysis.
Volume (Year): 4 (1974)
Issue (Month): 1 (March)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- Raymond Kan & Guofu Zhou, 2012.
"Tests of Mean-Variance Spanning,"
Annals of Economics and Finance,
Society for AEF, vol. 13(1), pages 139-187, May.
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